+208.6%
CVX vs RNG
+340.1%
-131.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +3.4% | +4.6% | -1.2% | +3.1% |
| 30D | -1.0% | +0.4% | -1.4% | -1.1% |
| 3M | +12.2% | +11.4% | +0.8% | +11.2% |
| 6M | +20.3% | +95.7% | -75.3% | +14.1% |
| YTD | +48.3% | +162.9% | -114.6% | +36.2% |
| 1Y | +46.9% | +180.3% | -133.4% | +34.2% |
| 3Y | +73.1% | +188.3% | -115.2% | +55.2% |
| 5Y | +135.2% | -72.5% | +207.7% | +144.2% |
| 10Y | +214.4% | +236.7% | -22.3% | +136.3% |
| All | +208.6% | +340.1% | -131.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling